+1,506.2%
QQQ vs MCD
+1,125.7%
+380.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.6% | +4.9% | +3.4% |
| 7D | -0.2% | -1.9% | +1.7% | +0.6% |
| 30D | -7.5% | +16.6% | -24.1% | -13.3% |
| 3M | -3.8% | +0.9% | -4.8% | -4.6% |
| 6M | -3.0% | +1.5% | -4.5% | -4.6% |
| YTD | +12.8% | -8.3% | +21.1% | +15.4% |
| 1Y | +11.6% | -8.1% | +19.7% | +13.9% |
| 3Y | +85.6% | +10.3% | +75.2% | +72.3% |
| 5Y | +82.1% | +23.4% | +58.7% | +61.0% |
| 10Y | +538.0% | +205.9% | +332.0% | +281.5% |
| All | +1,506.2% | +1,125.7% | +380.5% | +458.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MCD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling